A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (Q2914947)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas |
scientific article; zbMATH DE number 6084829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas |
scientific article; zbMATH DE number 6084829 |
Statements
21 September 2012
0 references
multiplier central limit theorem
0 references
non-parametric estimation
0 references
Pickands dependence function
0 references
ranks
0 references
0 references
A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas (English)
0 references
0.8858368992805481
0 references
0.8575676083564758
0 references
0.8366897106170654
0 references
0.8305809497833252
0 references
0.8303054571151733
0 references
